Its always hard to diagnose problems with wiring that goes up the mast. I have the same instruments and have 2 suggestions (but I think the 2nd is the best)
1. You say the instrument has the apparent wind speed but not direction. To see if the wind direction meter is receiving anything (and perhaps only the display is broken), you might check the 4000. I believe the 4000 can steer to wind direction, and the seatalk interface should pass wind direction to the 4000 and be displayable on the 4000--see what it says. If the 4000 has the right wind direction, but the wind direction instrument is not displaying it, then the wind instrument itself is at fault. If not, then either the vane, instrument or wiring may still be at fault.
2. Send the instrument itself to Raymarine. They are super at getting back to you on this. I just sent mine in and got a call from the tech within 48 hours. Got the instruments back within a week, total turnaround time.
OR call Raymarine (much harder to find the right person via chasing through their phone directory). If you DO get to the right person, they are very helpful.
FWIW.